Anic Equity¶

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Total return since start: 0.704 %¶

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Equity now: -----------------------------> 52051.47 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47916.4 Kr¶

PnL: ---------------------------------------> -1015.6 Kr¶

DD now: ---------------------------------> -2.012 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 13:24:09.559812'

Anic Portfolio¶

Today¶

Return: -0.045 %¶

This Week¶

Return: -0.506 %¶

Total portfolio value¶

Return including deposits: 70.403 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -2.340000 2299.000000 110.000000 5.030000 2189.000000
BHG Group 49 5.890000 695.800000 56.800000 8.890000 638.999984
Biotage 4 1.730000 634.800000 31.800000 5.270000 603.000000
Vitrolife 3 1.860000 705.300000 28.300000 4.180000 677.000001
Embracer Group B 26 2.040000 688.350000 26.350000 3.980000 661.999988
Xvivo Perfusion 3 -1.870000 865.500000 20.500000 2.430000 845.000001
Addtech B 3 0.170000 716.400000 16.400000 2.340000 699.999999
Eastnine 6 -0.710000 673.200000 16.200000 2.470000 657.000000
Gaming Innovation Group 161 1.360000 4202.100000 14.100000 0.340000 4187.999942
SynAct Pharma 9 -0.270000 656.100000 11.100000 1.720000 645.000003
Fortnox 10 0.240000 678.000000 10.000000 1.500000 668.000000
Humana 40 3.140000 683.200000 9.200000 1.360000 674.000000
NCC B 7 0.800000 661.850000 7.850000 1.200000 653.999997
Svolder B 35 -0.560000 2180.500000 1.500000 0.070000 2179.000005
SCA A 4 2.040000 600.000000 1.000000 0.170000 599.000000
Latour B 2 -0.580000 449.400000 0.400000 0.090000 449.000000
Volati 5 0.170000 574.000000 0.000000 0.000000 574.000000
Indutrade 5 -0.680000 1319.500000 -0.500000 -0.040000 1320.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
NCC A 6 -1.000000 594.000000 -5.000000 -0.830000 598.999998
Nolato B 12 -1.020000 640.800000 -7.200000 -1.110000 648.000000
Sdiptech B 3 -1.160000 814.800000 -7.200000 -0.880000 822.000000
Sampo Oyj SDB 1 -0.700000 495.000000 -10.000000 -1.980000 505.000000
Addnode Group B 6 -2.450000 741.600000 -10.400000 -1.380000 751.999998
Investor B 3 -0.320000 646.650000 -11.350000 -1.720000 657.999999
BONESUPPORT HOLDING 10 -0.410000 1205.000000 -19.000000 -1.550000 1224.000000
Lime Technologies 2 -4.800000 555.000000 -38.000000 -6.410000 593.000000
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Lundin Gold 7 -0.760000 910.000000 -64.000000 -6.570000 973.999999
Creades A 7 -0.570000 545.650000 -65.350000 -10.700000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.600000 3444.800000 -100.200000 -2.830000 3545.000000
New Wave B 40 0.340000 3772.800000 -143.200000 -3.660000 3916.000000
Sedana Medical 135 0.000000 4133.700000 -197.300000 -4.560000 4330.999935
Wästbygg Gruppen B 80 -0.600000 2672.000000 -199.000000 -6.930000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47916.400000 -1015.600000 -2.01219% 48931.999868

Updated:¶

'2023-06-14 13:24:27.262473'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶